Discussion in 'Data Sets and Feeds' started by ChrisMMM, Aug 26, 2007.
I'm looking for a market data vendor that supplies historical market depth information.
I'm really not sure there is one. I spent some time looking for this stuff a while back and couldn't find anything reliable. In the end I had to settle for last traded price.
I know a few hedge funds and private traders who collect this info for themselves real-time from their trading terminals. they do this because no-one else was willing / able to provide it.
good luck with ur search. Please let me know if u find anything useful.
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